相关论文: Random moments for the new eigenfunctions of point…
An estimation method is proposed for a wide variety of discrete time stochastic processes that have an intractable likelihood function but are otherwise conveniently specified by an integral transform such as the characteristic function,…
A technically convenient signature of Anderson localization is exponential decay of the fractional moments of the Green function within appropriate energy ranges. We consider a random Hamiltonian on a lattice whose randomness is generated…
We study the localization of eigenfunctions produced by a point scatterer on a thin rectangle. We find an explicit set of eigenfunctions localized to part of the rectangle by showing that the one-dimensional Schr\"odinger operator with a…
In the context of mod-Gaussian convergence, as defined previously in our work with J. Jacod, we obtain lower bounds for local probabilities for a sequence of random vectors which are approximately Gaussian with increasing covariance. This…
We study the nodal set of Laplace eigenfunctions on the flat $2d$ torus $\mathbb{T}^2$. We prove an asymptotic law for the nodal length of such eigenfunctions, under some growth assumptions on their Fourier coefficients. Moreover, we show…
This paper studies quasi Bayesian estimation and uncertainty quantification for an unknown function that is identified by a nonparametric conditional moment restriction. We derive contraction rates for a class of Gaussian process priors.…
We investigate Stein-Malliavin approximations for nonlinear functionals of geometric interest of Gaussian random eigenfunctions on the unit $d$ -dimensional sphere ${\mathbb{S}}^{d},$ $d\geq 2.$ All our results are established in the high…
Dear Reader, please find the third and last part of a series of papers on the singular perturbation of the first eigenfunction associated to a non self-adjoint second order elliptic operators. This series started in 1999 and we presented…
We find the logarithmic $L_2$-small ball asymptotics for a class of zero mean Gaussian fields with covariances having the structure of "tensor product". The main condition imposed on marginal covariances is slow growth at the origin of…
This paper states asymptotic equivalents for the three first moments of the Eescher transform of a distribution on R with smooth density in the upper tail. As a by product if provides a tail approximation for its moment generating function,…
This paper presents estimates for the distribution of the exit time from balls and short time asymptotics for measure metric Dirichlet spaces. The estimates cover the classical Gaussian case, the sub-diffusive case which can be observed on…
We prove an asymptotic expansion of the second moment of the central values of the $\mathrm{GL}(n)\times\mathrm{GL}(n)$ Rankin--Selberg $L$-functions $L(1/2,\pi\otimes\pi_0)$, for a fixed cuspidal automorphic representation $\pi_0$, over…
Consider the 3-dimensional Laplacian with a potential described by point scatterers placed on the integer lattice. We prove that for Floquet-Bloch modes with fixed quasi-momentum satisfying a certain Diophantine condition, there is a…
The four moment theorem asserts, roughly speaking, that the joint distribution of a small number of eigenvalues of a Wigner random matrix (when measured at the scale of the mean eigenvalue spacing) depends only on the first four moments of…
Applying random matrix theory to quantum transport in chaotic cavities, we develop a novel approach to computation of the moments of the conductance and shot-noise (including their joint moments) of arbitrary order and at any number of open…
We investigate extreme value theory of a class of random sequences defined by the all-time suprema of aggregated self-similar Gaussian processes with trend. This study is motivated by its potential applications in various areas and its…
We obtain the asymptotic main term of moments of arbitrary derivatives of $L$-functions in the function field setting. Specifically, the first, second, and mixed fourth moments. The average is taken over all non-trivial characters of a…
We continue the research of Lata{\l}a on improving estimates of $p$-th moments of sums of independent random variables. We generalize some of his results in the case when $2 \leq p \leq 4$ and present a combinatorial approach for even…
The coordinates along any fixed direction(s), of points on the sphere $S^{n-1}(\sqrt{n})$, roughly follow a standard Gaussian distribution as $n$ approaches infinity. We revisit this classical result from a nonstandard analysis perspective,…
In this paper, we consider isotropic and stationary real Gaussian random fields defined on $\mathbb{S}^2\times\mathbb{R}$ and we investigate the asymptotic behavior, as $T\rightarrow +\infty$, of the empirical measure (excursion area) in…